1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2011 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Collections.ObjectModel;
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24 | using System.Linq;
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25 | using System.Collections.Generic;
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26 | using System.Reflection;
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27 | using System.Reflection.Emit;
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28 | using HeuristicLab.Common;
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29 | using HeuristicLab.Core;
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30 | using HeuristicLab.Data;
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31 | using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
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32 | using HeuristicLab.Parameters;
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33 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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34 |
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35 | namespace HeuristicLab.Problems.DataAnalysis.Symbolic {
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36 | [StorableClass]
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37 | [Item("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.")]
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38 | public sealed class SymbolicDataAnalysisExpressionTreeILEmittingInterpreter : ParameterizedNamedItem, ISymbolicDataAnalysisExpressionTreeInterpreter {
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39 | private static MethodInfo listGetValue = typeof(IList<double>).GetProperty("Item", new Type[] { typeof(int) }).GetGetMethod();
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40 | private static MethodInfo cos = typeof(Math).GetMethod("Cos", new Type[] { typeof(double) });
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41 | private static MethodInfo sin = typeof(Math).GetMethod("Sin", new Type[] { typeof(double) });
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42 | private static MethodInfo tan = typeof(Math).GetMethod("Tan", new Type[] { typeof(double) });
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43 | private static MethodInfo exp = typeof(Math).GetMethod("Exp", new Type[] { typeof(double) });
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44 | private static MethodInfo log = typeof(Math).GetMethod("Log", new Type[] { typeof(double) });
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45 | private static MethodInfo power = typeof(Math).GetMethod("Pow", new Type[] { typeof(double), typeof(double) });
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46 | private static MethodInfo round = typeof(Math).GetMethod("Round", new Type[] { typeof(double) });
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47 |
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48 | internal delegate double CompiledFunction(int sampleIndex, IList<double>[] columns);
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49 | private const string CheckExpressionsWithIntervalArithmeticParameterName = "CheckExpressionsWithIntervalArithmetic";
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50 | #region private classes
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51 | private class InterpreterState {
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52 | private Instruction[] code;
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53 | private int pc;
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54 |
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55 | public int ProgramCounter {
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56 | get { return pc; }
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57 | set { pc = value; }
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58 | }
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59 |
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60 | private bool inLaggedContext;
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61 | public bool InLaggedContext {
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62 | get { return inLaggedContext; }
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63 | set { inLaggedContext = value; }
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64 | }
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65 | internal InterpreterState(Instruction[] code) {
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66 | this.inLaggedContext = false;
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67 | this.code = code;
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68 | this.pc = 0;
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69 | }
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70 |
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71 | internal Instruction NextInstruction() {
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72 | return code[pc++];
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73 | }
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74 | }
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75 | private class OpCodes {
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76 | public const byte Add = 1;
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77 | public const byte Sub = 2;
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78 | public const byte Mul = 3;
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79 | public const byte Div = 4;
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80 |
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81 | public const byte Sin = 5;
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82 | public const byte Cos = 6;
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83 | public const byte Tan = 7;
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84 |
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85 | public const byte Log = 8;
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86 | public const byte Exp = 9;
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87 |
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88 | public const byte IfThenElse = 10;
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89 |
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90 | public const byte GT = 11;
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91 | public const byte LT = 12;
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92 |
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93 | public const byte AND = 13;
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94 | public const byte OR = 14;
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95 | public const byte NOT = 15;
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96 |
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97 |
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98 | public const byte Average = 16;
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99 |
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100 | public const byte Call = 17;
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101 |
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102 | public const byte Variable = 18;
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103 | public const byte LagVariable = 19;
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104 | public const byte Constant = 20;
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105 | public const byte Arg = 21;
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106 |
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107 | public const byte Power = 22;
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108 | public const byte Root = 23;
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109 | public const byte TimeLag = 24;
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110 | public const byte Integral = 25;
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111 | public const byte Derivative = 26;
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112 |
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113 | public const byte VariableCondition = 27;
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114 | }
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115 | #endregion
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116 |
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117 | private Dictionary<Type, byte> symbolToOpcode = new Dictionary<Type, byte>() {
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118 | { typeof(Addition), OpCodes.Add },
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119 | { typeof(Subtraction), OpCodes.Sub },
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120 | { typeof(Multiplication), OpCodes.Mul },
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121 | { typeof(Division), OpCodes.Div },
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122 | { typeof(Sine), OpCodes.Sin },
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123 | { typeof(Cosine), OpCodes.Cos },
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124 | { typeof(Tangent), OpCodes.Tan },
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125 | { typeof(Logarithm), OpCodes.Log },
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126 | { typeof(Exponential), OpCodes.Exp },
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127 | { typeof(IfThenElse), OpCodes.IfThenElse },
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128 | { typeof(GreaterThan), OpCodes.GT },
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129 | { typeof(LessThan), OpCodes.LT },
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130 | { typeof(And), OpCodes.AND },
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131 | { typeof(Or), OpCodes.OR },
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132 | { typeof(Not), OpCodes.NOT},
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133 | { typeof(Average), OpCodes.Average},
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134 | { typeof(InvokeFunction), OpCodes.Call },
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135 | { typeof(HeuristicLab.Problems.DataAnalysis.Symbolic.Variable), OpCodes.Variable },
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136 | { typeof(LaggedVariable), OpCodes.LagVariable },
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137 | { typeof(Constant), OpCodes.Constant },
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138 | { typeof(Argument), OpCodes.Arg },
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139 | { typeof(Power),OpCodes.Power},
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140 | { typeof(Root),OpCodes.Root},
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141 | { typeof(TimeLag), OpCodes.TimeLag},
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142 | { typeof(Integral), OpCodes.Integral},
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143 | { typeof(Derivative), OpCodes.Derivative},
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144 | { typeof(VariableCondition),OpCodes.VariableCondition}
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145 | };
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146 |
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147 | public override bool CanChangeName {
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148 | get { return false; }
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149 | }
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150 | public override bool CanChangeDescription {
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151 | get { return false; }
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152 | }
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153 |
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154 | #region parameter properties
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155 | public IValueParameter<BoolValue> CheckExpressionsWithIntervalArithmeticParameter {
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156 | get { return (IValueParameter<BoolValue>)Parameters[CheckExpressionsWithIntervalArithmeticParameterName]; }
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157 | }
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158 | #endregion
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159 |
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160 | #region properties
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161 | public BoolValue CheckExpressionsWithIntervalArithmetic {
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162 | get { return CheckExpressionsWithIntervalArithmeticParameter.Value; }
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163 | set { CheckExpressionsWithIntervalArithmeticParameter.Value = value; }
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164 | }
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165 | #endregion
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166 |
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167 |
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168 | [StorableConstructor]
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169 | private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(bool deserializing) : base(deserializing) { }
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170 | private SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter original, Cloner cloner) : base(original, cloner) { }
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171 | public override IDeepCloneable Clone(Cloner cloner) {
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172 | return new SymbolicDataAnalysisExpressionTreeILEmittingInterpreter(this, cloner);
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173 | }
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174 |
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175 | public SymbolicDataAnalysisExpressionTreeILEmittingInterpreter()
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176 | : base("SymbolicDataAnalysisExpressionTreeILEmittingInterpreter", "Interpreter for symbolic expression trees.") {
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177 | Parameters.Add(new ValueParameter<BoolValue>(CheckExpressionsWithIntervalArithmeticParameterName, "Switch that determines if the interpreter checks the validity of expressions with interval arithmetic before evaluating the expression.", new BoolValue(false)));
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178 | }
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179 |
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180 | public IEnumerable<double> GetSymbolicExpressionTreeValues(ISymbolicExpressionTree tree, Dataset dataset, IEnumerable<int> rows) {
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181 | if (CheckExpressionsWithIntervalArithmetic.Value)
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182 | throw new NotSupportedException("Interval arithmetic is not yet supported in the symbolic data analysis interpreter.");
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183 | var compiler = new SymbolicExpressionTreeCompiler();
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184 | Instruction[] code = compiler.Compile(tree, MapSymbolToOpCode);
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185 | int necessaryArgStackSize = 0;
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186 |
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187 | Dictionary<string, int> doubleVariableNames = dataset.DoubleVariables.Select((x, i) => new { x, i }).ToDictionary(e => e.x, e => e.i);
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188 | IList<double>[] columns = (from v in doubleVariableNames.Keys
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189 | select dataset.GetReadOnlyDoubleValues(v))
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190 | .ToArray();
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191 |
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192 | for (int i = 0; i < code.Length; i++) {
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193 | Instruction instr = code[i];
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194 | if (instr.opCode == OpCodes.Variable) {
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195 | var variableTreeNode = instr.dynamicNode as VariableTreeNode;
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196 | instr.iArg0 = doubleVariableNames[variableTreeNode.VariableName];
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197 | code[i] = instr;
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198 | } else if (instr.opCode == OpCodes.LagVariable) {
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199 | var variableTreeNode = instr.dynamicNode as LaggedVariableTreeNode;
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200 | instr.iArg0 = doubleVariableNames[variableTreeNode.VariableName];
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201 | code[i] = instr;
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202 | } else if (instr.opCode == OpCodes.VariableCondition) {
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203 | var variableConditionTreeNode = instr.dynamicNode as VariableConditionTreeNode;
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204 | instr.iArg0 = doubleVariableNames[variableConditionTreeNode.VariableName];
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205 | } else if (instr.opCode == OpCodes.Call) {
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206 | necessaryArgStackSize += instr.nArguments + 1;
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207 | }
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208 | }
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209 | var state = new InterpreterState(code);
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210 |
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211 | Type[] methodArgs = { typeof(int), typeof(IList<double>[]) };
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212 | DynamicMethod testFun = new DynamicMethod("TestFun", typeof(double), methodArgs, typeof(SymbolicDataAnalysisExpressionTreeILEmittingInterpreter).Module);
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213 |
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214 | ILGenerator il = testFun.GetILGenerator();
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215 | CompileInstructions(il, state, dataset);
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216 | il.Emit(System.Reflection.Emit.OpCodes.Conv_R8);
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217 | il.Emit(System.Reflection.Emit.OpCodes.Ret);
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218 | var function = (CompiledFunction)testFun.CreateDelegate(typeof(CompiledFunction));
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219 |
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220 | foreach (var row in rows) {
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221 | yield return function(row, columns);
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222 | }
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223 | }
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224 |
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225 | private void CompileInstructions(ILGenerator il, InterpreterState state, Dataset ds) {
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226 | Instruction currentInstr = state.NextInstruction();
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227 | int nArgs = currentInstr.nArguments;
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228 |
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229 | switch (currentInstr.opCode) {
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230 | case OpCodes.Add: {
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231 | if (nArgs > 0) {
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232 | CompileInstructions(il, state, ds);
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233 | }
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234 | for (int i = 1; i < nArgs; i++) {
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235 | CompileInstructions(il, state, ds);
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236 | il.Emit(System.Reflection.Emit.OpCodes.Add);
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237 | }
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238 | return;
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239 | }
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240 | case OpCodes.Sub: {
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241 | if (nArgs == 1) {
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242 | CompileInstructions(il, state, ds);
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243 | il.Emit(System.Reflection.Emit.OpCodes.Neg);
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244 | return;
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245 | }
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246 | if (nArgs > 0) {
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247 | CompileInstructions(il, state, ds);
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248 | }
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249 | for (int i = 1; i < nArgs; i++) {
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250 | CompileInstructions(il, state, ds);
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251 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
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252 | }
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253 | return;
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254 | }
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255 | case OpCodes.Mul: {
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256 | if (nArgs > 0) {
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257 | CompileInstructions(il, state, ds);
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258 | }
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259 | for (int i = 1; i < nArgs; i++) {
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260 | CompileInstructions(il, state, ds);
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261 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
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262 | }
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263 | return;
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264 | }
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265 | case OpCodes.Div: {
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266 | if (nArgs == 1) {
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267 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0);
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268 | CompileInstructions(il, state, ds);
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269 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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270 | return;
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271 | }
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272 | if (nArgs > 0) {
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273 | CompileInstructions(il, state, ds);
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274 | }
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275 | for (int i = 1; i < nArgs; i++) {
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276 | CompileInstructions(il, state, ds);
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277 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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278 | }
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279 | return;
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280 | }
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281 | case OpCodes.Average: {
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282 | CompileInstructions(il, state, ds);
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283 | for (int i = 1; i < nArgs; i++) {
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284 | CompileInstructions(il, state, ds);
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285 | il.Emit(System.Reflection.Emit.OpCodes.Add);
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286 | }
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287 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, nArgs);
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288 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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289 | return;
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290 | }
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291 | case OpCodes.Cos: {
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292 | CompileInstructions(il, state, ds);
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293 | il.Emit(System.Reflection.Emit.OpCodes.Call, cos);
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294 | return;
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295 | }
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296 | case OpCodes.Sin: {
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297 | CompileInstructions(il, state, ds);
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298 | il.Emit(System.Reflection.Emit.OpCodes.Call, sin);
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299 | return;
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300 | }
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301 | case OpCodes.Tan: {
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302 | CompileInstructions(il, state, ds);
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303 | il.Emit(System.Reflection.Emit.OpCodes.Call, tan);
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304 | return;
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305 | }
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306 | case OpCodes.Power: {
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307 | CompileInstructions(il, state, ds);
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308 | CompileInstructions(il, state, ds);
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309 | il.Emit(System.Reflection.Emit.OpCodes.Call, round);
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310 | il.Emit(System.Reflection.Emit.OpCodes.Call, power);
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311 | return;
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312 | }
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313 | case OpCodes.Root: {
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314 | CompileInstructions(il, state, ds);
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315 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1 / round(...)
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316 | CompileInstructions(il, state, ds);
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317 | il.Emit(System.Reflection.Emit.OpCodes.Call, round);
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318 | il.Emit(System.Reflection.Emit.OpCodes.Div);
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319 | il.Emit(System.Reflection.Emit.OpCodes.Call, power);
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320 | return;
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321 | }
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322 | case OpCodes.Exp: {
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323 | CompileInstructions(il, state, ds);
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324 | il.Emit(System.Reflection.Emit.OpCodes.Call, exp);
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325 | return;
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326 | }
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327 | case OpCodes.Log: {
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328 | CompileInstructions(il, state, ds);
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329 | il.Emit(System.Reflection.Emit.OpCodes.Call, log);
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330 | return;
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331 | }
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332 | case OpCodes.IfThenElse: {
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333 | Label end = il.DefineLabel();
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334 | Label c1 = il.DefineLabel();
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335 | CompileInstructions(il, state, ds);
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336 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
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337 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
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338 | il.Emit(System.Reflection.Emit.OpCodes.Brfalse, c1);
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339 | CompileInstructions(il, state, ds);
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340 | il.Emit(System.Reflection.Emit.OpCodes.Br, end);
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341 | il.MarkLabel(c1);
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342 | CompileInstructions(il, state, ds);
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343 | il.MarkLabel(end);
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344 | return;
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345 | }
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346 | case OpCodes.AND: {
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347 | Label falseBranch = il.DefineLabel();
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348 | Label end = il.DefineLabel();
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349 | CompileInstructions(il, state, ds);
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350 | for (int i = 1; i < nArgs; i++) {
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351 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
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352 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
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353 | il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
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354 | CompileInstructions(il, state, ds);
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355 | }
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356 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
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357 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
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358 | il.Emit(System.Reflection.Emit.OpCodes.Brfalse, falseBranch);
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359 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
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360 | il.Emit(System.Reflection.Emit.OpCodes.Br, end);
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361 | il.MarkLabel(falseBranch);
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362 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
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363 | il.Emit(System.Reflection.Emit.OpCodes.Neg);
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364 | il.MarkLabel(end);
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365 | return;
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366 | }
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367 | case OpCodes.OR: {
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368 | Label trueBranch = il.DefineLabel();
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369 | Label end = il.DefineLabel();
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370 | Label resultBranch = il.DefineLabel();
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371 | CompileInstructions(il, state, ds);
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372 | for (int i = 1; i < nArgs; i++) {
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373 | Label nextArgBranch = il.DefineLabel();
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374 | // complex definition because of special properties of NaN
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375 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
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376 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // <= 0
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377 | il.Emit(System.Reflection.Emit.OpCodes.Ble, nextArgBranch);
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378 | il.Emit(System.Reflection.Emit.OpCodes.Br, resultBranch);
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379 | il.MarkLabel(nextArgBranch);
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380 | il.Emit(System.Reflection.Emit.OpCodes.Pop);
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381 | CompileInstructions(il, state, ds);
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382 | }
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383 | il.MarkLabel(resultBranch);
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384 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
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385 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
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386 | il.Emit(System.Reflection.Emit.OpCodes.Brtrue, trueBranch);
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387 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // -1
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388 | il.Emit(System.Reflection.Emit.OpCodes.Neg);
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389 | il.Emit(System.Reflection.Emit.OpCodes.Br, end);
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390 | il.MarkLabel(trueBranch);
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391 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // 1
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392 | il.MarkLabel(end);
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393 | return;
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394 | }
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395 | case OpCodes.NOT: {
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396 | CompileInstructions(il, state, ds);
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397 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0); // > 0
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398 | il.Emit(System.Reflection.Emit.OpCodes.Cgt);
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399 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
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400 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
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401 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
|
---|
402 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
403 | il.Emit(System.Reflection.Emit.OpCodes.Neg); // * -1
|
---|
404 | return;
|
---|
405 | }
|
---|
406 | case OpCodes.GT: {
|
---|
407 | CompileInstructions(il, state, ds);
|
---|
408 | CompileInstructions(il, state, ds);
|
---|
409 |
|
---|
410 | il.Emit(System.Reflection.Emit.OpCodes.Cgt); // 1 (>) / 0 (otherwise)
|
---|
411 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
|
---|
412 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
413 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
|
---|
414 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
415 | return;
|
---|
416 | }
|
---|
417 | case OpCodes.LT: {
|
---|
418 | CompileInstructions(il, state, ds);
|
---|
419 | CompileInstructions(il, state, ds);
|
---|
420 | il.Emit(System.Reflection.Emit.OpCodes.Clt);
|
---|
421 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // * 2
|
---|
422 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
423 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 1.0); // - 1
|
---|
424 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
425 | return;
|
---|
426 | }
|
---|
427 | case OpCodes.TimeLag: {
|
---|
428 | LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
429 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
|
---|
430 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
|
---|
431 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
432 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
433 | var prevLaggedContext = state.InLaggedContext;
|
---|
434 | state.InLaggedContext = true;
|
---|
435 | CompileInstructions(il, state, ds);
|
---|
436 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
|
---|
437 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
|
---|
438 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
439 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
440 | state.InLaggedContext = prevLaggedContext;
|
---|
441 | return;
|
---|
442 | }
|
---|
443 | case OpCodes.Integral: {
|
---|
444 | int savedPc = state.ProgramCounter;
|
---|
445 | LaggedTreeNode laggedTreeNode = (LaggedTreeNode)currentInstr.dynamicNode;
|
---|
446 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -= lag
|
---|
447 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, laggedTreeNode.Lag);
|
---|
448 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
449 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
450 | var prevLaggedContext = state.InLaggedContext;
|
---|
451 | state.InLaggedContext = true;
|
---|
452 | CompileInstructions(il, state, ds);
|
---|
453 | for (int l = laggedTreeNode.Lag; l < 0; l++) {
|
---|
454 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row += lag
|
---|
455 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_1);
|
---|
456 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
457 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
458 | state.ProgramCounter = savedPc;
|
---|
459 | CompileInstructions(il, state, ds);
|
---|
460 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
461 | }
|
---|
462 | state.InLaggedContext = prevLaggedContext;
|
---|
463 | return;
|
---|
464 | }
|
---|
465 |
|
---|
466 | //mkommend: derivate calculation taken from:
|
---|
467 | //http://www.holoborodko.com/pavel/numerical-methods/numerical-derivative/smooth-low-noise-differentiators/
|
---|
468 | //one sided smooth differentiatior, N = 4
|
---|
469 | // y' = 1/8h (f_i + 2f_i-1, -2 f_i-3 - f_i-4)
|
---|
470 | case OpCodes.Derivative: {
|
---|
471 | int savedPc = state.ProgramCounter;
|
---|
472 | CompileInstructions(il, state, ds);
|
---|
473 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
|
---|
474 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
|
---|
475 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
476 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
477 | state.ProgramCounter = savedPc;
|
---|
478 | var prevLaggedContext = state.InLaggedContext;
|
---|
479 | state.InLaggedContext = true;
|
---|
480 | CompileInstructions(il, state, ds);
|
---|
481 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1
|
---|
482 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
483 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
484 |
|
---|
485 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row -=2
|
---|
486 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_2);
|
---|
487 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
488 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
489 | state.ProgramCounter = savedPc;
|
---|
490 | CompileInstructions(il, state, ds);
|
---|
491 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 2.0); // f_0 + 2 * f_1 - 2 * f_3
|
---|
492 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
493 | il.Emit(System.Reflection.Emit.OpCodes.Sub);
|
---|
494 |
|
---|
495 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row --
|
---|
496 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_M1);
|
---|
497 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
498 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
499 | state.ProgramCounter = savedPc;
|
---|
500 | CompileInstructions(il, state, ds);
|
---|
501 | il.Emit(System.Reflection.Emit.OpCodes.Sub); // f_0 + 2 * f_1 - 2 * f_3 - f_4
|
---|
502 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, 8.0); // / 8
|
---|
503 | il.Emit(System.Reflection.Emit.OpCodes.Div);
|
---|
504 |
|
---|
505 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // row +=4
|
---|
506 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_4);
|
---|
507 | il.Emit(System.Reflection.Emit.OpCodes.Add);
|
---|
508 | il.Emit(System.Reflection.Emit.OpCodes.Starg, 0);
|
---|
509 | state.InLaggedContext = prevLaggedContext;
|
---|
510 | return;
|
---|
511 | }
|
---|
512 | case OpCodes.Call: {
|
---|
513 | throw new NotSupportedException("Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
|
---|
514 | }
|
---|
515 | case OpCodes.Arg: {
|
---|
516 | throw new NotSupportedException("Automatically defined functions are not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter. Either turn of ADFs or change the interpeter.");
|
---|
517 | }
|
---|
518 | case OpCodes.Variable: {
|
---|
519 | VariableTreeNode varNode = (VariableTreeNode)currentInstr.dynamicNode;
|
---|
520 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
|
---|
521 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0);
|
---|
522 | // load correct column of the current variable
|
---|
523 | il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
|
---|
524 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
|
---|
525 | if (!state.InLaggedContext) {
|
---|
526 | il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
|
---|
527 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
|
---|
528 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
529 | } else {
|
---|
530 | var nanResult = il.DefineLabel();
|
---|
531 | var normalResult = il.DefineLabel();
|
---|
532 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
533 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
|
---|
534 | il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
|
---|
535 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
536 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
|
---|
537 | il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
|
---|
538 | il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
|
---|
539 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
|
---|
540 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
541 | il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
|
---|
542 | il.MarkLabel(nanResult);
|
---|
543 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // rowIndex
|
---|
544 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
|
---|
545 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
|
---|
546 | il.MarkLabel(normalResult);
|
---|
547 | }
|
---|
548 | return;
|
---|
549 | }
|
---|
550 | case OpCodes.LagVariable: {
|
---|
551 | var nanResult = il.DefineLabel();
|
---|
552 | var normalResult = il.DefineLabel();
|
---|
553 | LaggedVariableTreeNode varNode = (LaggedVariableTreeNode)currentInstr.dynamicNode;
|
---|
554 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_1); // load columns array
|
---|
555 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, (int)currentInstr.iArg0); // load correct column of the current variable
|
---|
556 | il.Emit(System.Reflection.Emit.OpCodes.Ldelem_Ref);
|
---|
557 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, varNode.Lag); // lag
|
---|
558 | il.Emit(System.Reflection.Emit.OpCodes.Ldarg_0); // rowIndex
|
---|
559 | il.Emit(System.Reflection.Emit.OpCodes.Add); // actualRowIndex = rowIndex + sampleOffset
|
---|
560 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
561 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4_0);
|
---|
562 | il.Emit(System.Reflection.Emit.OpCodes.Blt, nanResult);
|
---|
563 | il.Emit(System.Reflection.Emit.OpCodes.Dup);
|
---|
564 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_I4, ds.Rows);
|
---|
565 | il.Emit(System.Reflection.Emit.OpCodes.Bge, nanResult);
|
---|
566 | il.Emit(System.Reflection.Emit.OpCodes.Call, listGetValue);
|
---|
567 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, varNode.Weight); // load weight
|
---|
568 | il.Emit(System.Reflection.Emit.OpCodes.Mul);
|
---|
569 | il.Emit(System.Reflection.Emit.OpCodes.Br, normalResult);
|
---|
570 | il.MarkLabel(nanResult);
|
---|
571 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // sample index
|
---|
572 | il.Emit(System.Reflection.Emit.OpCodes.Pop); // column reference
|
---|
573 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, double.NaN);
|
---|
574 | il.MarkLabel(normalResult);
|
---|
575 | return;
|
---|
576 | }
|
---|
577 | case OpCodes.Constant: {
|
---|
578 | ConstantTreeNode constNode = (ConstantTreeNode)currentInstr.dynamicNode;
|
---|
579 | il.Emit(System.Reflection.Emit.OpCodes.Ldc_R8, constNode.Value);
|
---|
580 | return;
|
---|
581 | }
|
---|
582 |
|
---|
583 | //mkommend: this symbol uses the logistic function f(x) = 1 / (1 + e^(-alpha * x) )
|
---|
584 | //to determine the relative amounts of the true and false branch see http://en.wikipedia.org/wiki/Logistic_function
|
---|
585 | case OpCodes.VariableCondition: {
|
---|
586 | throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name + " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
|
---|
587 | }
|
---|
588 | default: throw new NotSupportedException("Interpretation of symbol " + currentInstr.dynamicNode.Symbol.Name + " is not supported by the SymbolicDataAnalysisTreeILEmittingInterpreter");
|
---|
589 | }
|
---|
590 | }
|
---|
591 |
|
---|
592 | private byte MapSymbolToOpCode(ISymbolicExpressionTreeNode treeNode) {
|
---|
593 | if (symbolToOpcode.ContainsKey(treeNode.Symbol.GetType()))
|
---|
594 | return symbolToOpcode[treeNode.Symbol.GetType()];
|
---|
595 | else
|
---|
596 | throw new NotSupportedException("Symbol: " + treeNode.Symbol);
|
---|
597 | }
|
---|
598 | }
|
---|
599 | }
|
---|